Analysis run in : 2024-04-13 12:55
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Table Visualization¶
Out[13]:
| Â | category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -82,549 | 18,410 | 1.968013 | 0.851568 |
| 1 | equities | 1170E1 | VIX FUTURES | -31,322 | 19,009 | 2.414984 | 0.843781 |
| 2 | equities | 239742 | RUSSELL E-MINI | -27,831 | -5,379 | -0.961110 | 0.053779 |
| 3 | equities | 12460+ | DJIA Consolidated | 17,138 | 385 | -0.860867 | 0.635203 |
| 4 | equities | 209742 | NASDAQ MINI | 9,781 | 12,567 | -0.630783 | -0.539417 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -1,918 | 588 | 1.289155 | 0.950641 |
| 6 | rates | 043602 | UST 10Y NOTE | -555,037 | 56,308 | 1.137079 | 1.413206 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,250,680 | 42,919 | -0.044134 | 0.428013 |
| 8 | rates | 042601 | UST 2Y NOTE | -953,302 | -9,221 | 0.865291 | 1.437955 |
| 9 | rates | 020601 | UST BOND | -69,613 | -12,488 | 0.237465 | 0.791998 |
| 10 | rates | 045601 | FED FUNDS | -30,696 | 42,519 | 1.889266 | 1.932209 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | -1,158 | 757 | -1.269477 | -1.062948 |
| 13 | currencies | 097741 | JAPANESE YEN | -162,202 | -17,770 | -1.751031 | -2.248760 |
| 14 | currencies | 099741 | EURO FX | 31,833 | 16,393 | -1.129790 | -1.536739 |
| 15 | currencies | 096742 | BRITISH POUND | 26,744 | -10,612 | -0.915310 | 0.331466 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -91,698 | 11,691 | -0.607146 | -1.012757 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -55,421 | -1,515 | -1.610767 | -0.763791 |
| 18 | currencies | 095741 | MEXICAN PESO | 139,721 | 6,061 | 1.690917 | 1.890039 |
| 19 | currencies | 112741 | NZ DOLLAR | -13,547 | -6,019 | -2.122507 | -0.989897 |
| 20 | currencies | 092741 | SWISS FRANC | -32,485 | -9,423 | -2.108356 | -2.499009 |
| 21 | commodities | 133741 | BITCOIN | -299 | -320 | 1.722796 | 1.362730 |
| 22 | commodities | 06765T | BRENT LAST DAY | -23,766 | 121 | -0.693623 | 0.047117 |
| 23 | commodities | 088691 | GOLD | 234,504 | -2,070 | 1.295651 | 1.297991 |
| 24 | commodities | 085692 | COPPER- #1 | 43,960 | 22,793 | 1.893571 | 2.555847 |
| 25 | commodities | 023651 | NAT GAS NYME | -132,428 | -12,640 | -0.679046 | -1.039332 |
| 26 | commodities | 111659 | GASOLINE RBOB | 83,401 | -365 | 1.713321 | 1.420924 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 9,652 | -2,156 | -1.266010 | -1.764276 |
| 28 | commodities | 084691 | SILVER | 52,500 | 348 | 1.417482 | 1.933581 |
| 29 | commodities | 076651 | PLATINUM | 22,002 | 11,546 | 1.755583 | 1.465456 |
| 30 | commodities | 002602 | CORN | -216,408 | -11,094 | 0.413703 | -0.633554 |
| 31 | commodities | 005602 | SOYBEANS | -154,261 | -6,114 | -0.302702 | -0.997480 |
| 32 | commodities | 001602 | WHEAT-SRW | -55,408 | 8,097 | -0.675302 | 0.147661 |
| 33 | commodities | 001612 | WHEAT-HRW | -40,260 | -3,838 | -1.930644 | -1.979712 |
| 34 | commodities | 057642 | LIVE CATTLE | 68,150 | -15,769 | -0.003525 | 0.105031 |
| 35 | commodities | 054642 | LEAN HOGS | 110,102 | 16,778 | 1.554723 | 2.127445 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 85,448 | -18,451 | 0.911238 | -0.343566 |
| 37 | commodities | 033661 | COTTON NO. 2 | 77,412 | -15,325 | 0.137064 | 0.803609 |
| 38 | commodities | 083731 | COFFEE C | 72,928 | 7,565 | 2.635090 | 1.535898 |
| 39 | commodities | 073732 | COCOA | 22,872 | -1,526 | -1.225797 | -1.841320 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 1,460 | -157 | 0.119654 | -0.565713 |
Plotting plotly¶
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